On a class of transformations of copulas and quasi-copulas

DOI10.1016/J.FSS.2008.03.025zbMATH Open1175.62045OpenAlexW2139111928MaRDI QIDQ1037862FDOQ1037862

Elisabetta Alvoni, F. Spizzichino, Pier Luigi Papini

Publication date: 17 November 2009

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2008.03.025

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zbMATH Keywords

semi-copulasconstruction of semi-copulaslevel curves of survival functionstransformations of copulas and quasi-copulas

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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• Kendall distributions and level sets in bivariate exchangeable survival models
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Cited In (27)

• Title not available (Why is that?)
• Defects and transformations of quasi-copulas
• Kendall distributions and level sets in bivariate exchangeable survival models
• On distance distribution functions-valued submeasures related to aggregation functions
• MULTIVARIATE COMPOSITE COPULAS
• Title not available (Why is that?)
• Copula and semicopula transforms
• Lévy Copulas: Dynamics and Transforms of Upsilon Type
• A class of bivariate copula mappings
• RET OPERATORS GENERATED BY TRIANGULAR NORMS AND COPULAS
• A note on an idempotent transformation of absolutely continuous Archimedean copulas
• A family of transformed copulas with a singular component
• A concept of duality for multivariate exchangeable survival models
• A hitchhiker's guide to quasi-copulas
• Title not available (Why is that?)
• Semi-copulas, capacities and families of level sets
• On tail dependence coefficients of transformed multivariate Archimedean copulas
• On structural properties of an asymmetric copula family and its statistical implication
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the distributional transform, Sklar's theorem, and the empirical copula process
• On grade transformation and its implications for copulas
• Some results on a transformation of copulas and quasi-copulas
• Title not available (Why is that?)
• Title not available (Why is that?)
• Distorted Copulas: Constructions and Tail Dependence

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